P8-3 (similar to) Question Help r Computing the standard deviation for a portfolio of twerky investments Mary Guto business school. Specifically, she is an insiment in a pomoc n e of two graduated from Nichols State University and is us to begin investing her magevig as a way of applying what she has learned in common stock. She has collected the following information about the common stock of Fim A and Firm : Mary invest af her money in each of the two common to what is reports expected role of tum and standard deviation in portfolio num? Answer part where the correlation between the two common stock investment is equal to zero. c. Answer part a where the correlation between the two investment is equal to 1. d. Answer part a where the correlation between two common stock investments is equal to 1 e. Using your responses to questions. d, deworbe the relation between the correlation and the risk and return of the porto a. I Mary decides to invest 50% of her money in Firm 's common wlock and 50% in Firm 's common stock and the correlation between the two stocks is 0.70, then the expected of return in the portfolio is (Round to two decimal Data Table Standard Firmos common stock Correlation concert Print Done